Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49106.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45045.0 Kr¶

PnL: ---------------------------------------> -11.0 Kr¶

DD now: ---------------------------------> -7.556 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:09:58.574124'

Anic Portfolio¶

Today¶

Return: -1.231 %¶

This Week¶

Return: -0.399 %¶

Total portfolio value¶

Return including deposits: 60.762 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.280000 1663.020000 194.020000 13.210000 1468.999998
Orrön Energy 180 -2.040000 2157.300000 114.300000 5.590000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax B 4 0.530000 902.000000 48.000000 5.620000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 -0.340000 998.400000 31.400000 3.250000 966.999996
JM 6 -1.330000 890.400000 26.400000 3.060000 864.000000
Platzer Fastigheter Holding B 12 -4.240000 976.800000 15.800000 1.640000 960.999996
OX2 13 0.950000 963.950000 13.950000 1.470000 949.999999
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.680000 934.400000 4.400000 0.470000 930.000000
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Byggmax Group 33 -2.510000 949.080000 -6.920000 -0.720000 956.000001
ASSA ABLOY B 3 -1.500000 768.000000 -11.000000 -1.410000 779.000001
Clas Ohlson B 12 -2.320000 961.200000 -11.800000 -1.210000 972.999996
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Sedana Medical 93 -6.010000 2501.700000 -19.300000 -0.770000 2521.000011
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Addnode Group B 11 -0.300000 899.250000 -21.750000 -2.360000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.060000 908.500000 -31.500000 -3.350000 940.000000
Indutrade 5 -0.920000 1179.000000 -39.000000 -3.200000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.340000 813.200000 -43.800000 -5.110000 857.000000
Vitec Software Group B 2 -3.310000 1024.000000 -63.000000 -5.800000 1087.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45045.000000 -11.000000 -7.55607% 45056.000411

Updated:¶

'2023-07-05 16:10:15.628508'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶